+56.5%
SAP vs EWJ
+73.3%
-16.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.3% | +2.9% | -3.1% | -1.4% |
| 30D | +2.6% | +1.1% | +1.5% | +2.1% |
| 3M | +16.3% | +7.1% | +9.1% | +12.2% |
| 6M | +6.4% | +16.2% | -9.8% | -2.1% |
| YTD | -11.4% | +22.0% | -33.4% | -21.2% |
| 1Y | -20.4% | +26.2% | -46.6% | -30.7% |
| 3Y | +56.5% | +73.5% | -16.9% | +10.5% |
| All | +56.5% | +73.3% | -16.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling